Beschreibung
Business Analyst, Calypso, OTC Trade Clearing, VaR
Calypso Business Analyst
Our client, a large BPO organization is looking for a number of Calypso Business Analysts with OTC clearing experience for a role based in Germany (Frankfurt)
Job Description
The Business analyst must have good knowledge of OTC clearing using Calypso. He/she will be responsible for validating the risk model and calculations for OTC trade cleared through calypso. He/she should have good understanding of various OTC products, pricing mechanism, clearing process, margin calculations and risk model adopted.
Must have: Calypso ( preferably V14), Knowledge of VaR based model, knowledge of various margining process and calculation, test case development
Good to have: Knowledge of Scripting eg Perl/Shell script, XML, Database